NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 66.310 66.425 0.115 0.2% 69.000
High 66.310 67.875 1.565 2.4% 69.000
Low 66.310 66.425 0.115 0.2% 65.925
Close 66.310 67.900 1.590 2.4% 66.310
Range 0.000 1.450 1.450 3.075
ATR 0.671 0.735 0.064 9.5% 0.000
Volume 4 2 -2 -50.0% 10
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.750 71.275 68.698
R3 70.300 69.825 68.299
R2 68.850 68.850 68.166
R1 68.375 68.375 68.033 68.613
PP 67.400 67.400 67.400 67.519
S1 66.925 66.925 67.767 67.163
S2 65.950 65.950 67.634
S3 64.500 65.475 67.501
S4 63.050 64.025 67.103
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 76.303 74.382 68.001
R3 73.228 71.307 67.156
R2 70.153 70.153 66.874
R1 68.232 68.232 66.592 67.655
PP 67.078 67.078 67.078 66.790
S1 65.157 65.157 66.028 64.580
S2 64.003 64.003 65.746
S3 60.928 62.082 65.464
S4 57.853 59.007 64.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.875 65.925 1.950 2.9% 0.295 0.4% 101% True False 2
10 69.000 65.925 3.075 4.5% 0.293 0.4% 64% False False 1
20 69.275 65.925 3.350 4.9% 0.280 0.4% 59% False False 11
40 69.275 61.900 7.375 10.9% 0.265 0.4% 81% False False 6
60 69.275 57.180 12.095 17.8% 0.177 0.3% 89% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.038
2.618 71.671
1.618 70.221
1.000 69.325
0.618 68.771
HIGH 67.875
0.618 67.321
0.500 67.150
0.382 66.979
LOW 66.425
0.618 65.529
1.000 64.975
1.618 64.079
2.618 62.629
4.250 60.263
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 67.650 67.567
PP 67.400 67.233
S1 67.150 66.900

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols